The #套利交易策略 arbitrage trading strategy utilizes temporary imbalances in asset prices in the market by simultaneously buying and selling related assets to lock in risk-free profits.

Its core logic is to capture price differences across different markets, times, or contracts. Common types include:

- Cross-market arbitrage: Price differences of the same asset in different markets, such as the price disparity between A-shares and Hong Kong stocks.

- Cross-period arbitrage: Price differences between contracts with different expiration dates for the same asset, such as futures contracts for near and distant months.

- Cross-commodity arbitrage: Price deviations between related assets, such as crude oil and refined oil futures.

This strategy carries relatively low risk but requires rapid execution and low transaction costs, relying on temporary windows where market efficiency is insufficient.